I don't know how to deal
Same happened to me when my marriage broke down.
The best answer is to provide a home for a new pup. This will be YOUR pup and no one can ever take him off you.
It isn't weird loving a dog as you do.
Also, track down an Aussie mini fox terrier. They will love you more than you love it. Cheap to feed to.
There is no alternative. The sad side of separation.
Hi HamishMcn. Forgive me if I seem a bit 'dim' here. You said you and ex still live together, but she has taken the dog away. Do you mean she gave the dog away? Why did she take the dog away, if she still intends to stay with you? Are you in a flat mate situation now? I agree with Tony here, get another dog, register it in your name, that way it's yours, she has no say. Dogs are 'man's best friend'. A new dog will give you the same unconditional love.
I'm in a similar situation too. My husband and I own a property which I have had to leave due to his abuse, lying and the fact that it's a depression and anxiety-inducing place that makes me feel bad to be. Unfortunately I have horses that live on the property that I can't have where I am now. I left in October and felt totally uprooted. When I felt bad, even at 2am I went out to cuddle the horses and practice mindfulness and they really kept me sane(er).
Even though they are 'only' animals, there is still a process of grief that we must go through as part of the loss. This takes time. You can read up on the stages of grief (there is probably something on beyond blue, or check wikipedia) as they give you a bit of a taste of what you can expect and where you are in the process. Remember you might be experiencing grief over the lost relationship too. It all just takes time, and the thing you must do is to look after yourself and let the process take its course.
Be kind to yourself. Allow yourself to get in touch with your feelings (this doesn't mean necessarily talking about them with anyone unless you want to, you can just notice your feelings, verbalise to yourself what they are and accept that they are present and valid).
The idea of getting another dog isn't a bad one, when you are ready to. But of course the new dog would not be Rocket. You can't replace Rocket, but in time your heart will find room to love again with another dog that noone can take away. But allow yourself to grieve and you will love the new dog for who he/she is, and not as a replacement Rocket.
Since grief is just one of those things that takes time, I think a much more concerning thing is the fact that you are still living with your ex. That's going to be really hard to handle. Have you thought about ways that you could escape this situation? Do you want to escape? What is holding you back? Even renting somewhere else temporarily would have to be better than your ex getting in your hair...?